Online parameter estimation for the McKean-Vlasov stochastic differential equation (Q6115259)

scientific article; zbMATH DE number 7711494

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English	Online parameter estimation for the McKean-Vlasov stochastic differential equation	scientific article; zbMATH DE number 7711494

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instance of

scholarly article

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title

Online parameter estimation for the McKean-Vlasov stochastic differential equation (English)

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Grigorios A. Pavliotis

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published in

Stochastic Processes and their Applications

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publication date

12 July 2023

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full work available at URL

https://arxiv.org/abs/2106.13751

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zbMATH Keywords

McKean-Vlasov equation

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maximum likelihood

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parameter estimation

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stochastic gradient descent

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MaRDI profile type

MaRDI publication profile

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Identifiers

zbMATH Open document ID

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10.1016/j.spa.2023.05.002

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6115259